Approximations to permutation and exchangeable processes

DOI10.1007/BF01046780zbMath0791.60037OpenAlexW1994697688MaRDI QIDQ1185797

Uwe Einmahl, David M. Mason

Publication date: 28 June 1992

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01046780

zbMATH Keywords

Brownian bridgeempirical and quantile processesSkorokhod embedding for martingalesweighted approximations

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (17)

Strong approximations for weighted bootstrap of empirical and quantile processes with applications ⋮ Two-sample goodness-of-fit tests when ties are present ⋮ A new look at probability-weighted moments estimators ⋮ Change point analysis for censored data ⋮ Bootstrapping the renewal spacings processes ⋮ Approximation of the distribution of excesses through a generalized probability-weighted moments method ⋮ Return level bounds for discrete and continuous random variables ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ How do bootstrap and permutation tests work? ⋮ Bootstrapping Sequential Change-Point Tests ⋮ General tests of independence based on empirical processes indexed by functions ⋮ Block permutation principles for the change analysis of dependent data ⋮ A family of test statistics for DMRL (IMRL) alternatives ⋮ Inequalities for quantile functions with a uniform studentized clt that includes trimming ⋮ Improving extreme quantile estimation via a folding procedure ⋮ Asymptotic behaviour of the probability-weighted moments and penultimate approximation ⋮ Permutation principles for the change analysis of stochastic processes under strong invariance

Cites Work

• Embedding the finite sampling process at a rate
• Bootstrapping empirical functions
• Weighted empirical and quantile processes
• A refinement of the KMT inequality for the uniform empirical process
• A rank statistics approach to the consistency of a general bootstrap
• Bootstrap methods: another look at the jackknife
• Limit theorems for the ratio of the empirical distribution function to the true distribution function
• On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales
• Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
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